0.03Open0.03Pre Close14 Volume388 Open Interest560.00Strike Price67.00Turnover77.29%IV12.69%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0026Delta0.0002Gamma25653.20Leverage Ratio-0.0250Theta-0.0001Rho-65.85Eff Leverage0.0033Vega